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SparseCmplxQR.cc
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1 /*
2 
3 Copyright (C) 2005-2015 David Bateman
4 
5 This file is part of Octave.
6 
7 Octave is free software; you can redistribute it and/or modify it
8 under the terms of the GNU General Public License as published by the
9 Free Software Foundation; either version 3 of the License, or (at your
10 option) any later version.
11 
12 Octave is distributed in the hope that it will be useful, but WITHOUT
13 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
14 FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License
15 for more details.
16 
17 You should have received a copy of the GNU General Public License
18 along with Octave; see the file COPYING. If not, see
19 <http://www.gnu.org/licenses/>.
20 
21 */
22 
23 #ifdef HAVE_CONFIG_H
24 #include <config.h>
25 #endif
26 #include <vector>
27 
28 #include "lo-error.h"
29 #include "SparseCmplxQR.h"
30 #include "oct-locbuf.h"
31 
32 #if defined(CS_VER) && (((CS_VER == 2) && (CS_SUBVER < 2)) || (CS_VER < 2))
33 typedef double _Complex cs_complex_t;
34 
35 // Why did g++ 4.x stl_vector.h make
36 // OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, n)
37 // an error ?
38 #define OCTAVE_C99_COMPLEX(buf, n) \
39  OCTAVE_LOCAL_BUFFER (double, buf ## tmp, (2 * (n))); \
40  cs_complex_t *buf = reinterpret_cast<cs_complex_t *> (buf ## tmp);
41 
42 #define OCTAVE_C99_ZERO (0. + 0.iF)
43 #define OCTAVE_C99_ONE (1. + 0.iF)
44 #else
45 #define OCTAVE_C99_COMPLEX(buf, n) \
46  OCTAVE_LOCAL_BUFFER (cs_complex_t, buf, (n));
47 #define OCTAVE_C99_ZERO cs_complex_t(0., 0.);
48 #define OCTAVE_C99_ONE cs_complex_t(1., 0.);
49 #endif
50 
51 SparseComplexQR::SparseComplexQR_rep::SparseComplexQR_rep
52  (GCC_ATTR_UNUSED const SparseComplexMatrix& a, GCC_ATTR_UNUSED int order)
53  : count (1), nrows (0)
54 #ifdef HAVE_CXSPARSE
55  , S (0), N (0)
56 #endif
57 {
58 #ifdef HAVE_CXSPARSE
59  CXSPARSE_ZNAME () A;
60  A.nzmax = a.nnz ();
61  A.m = a.rows ();
62  A.n = a.cols ();
63  nrows = A.m;
64  // Cast away const on A, with full knowledge that CSparse won't touch it
65  // Prevents the methods below making a copy of the data.
66  A.p = const_cast<octave_idx_type *>(a.cidx ());
67  A.i = const_cast<octave_idx_type *>(a.ridx ());
68  A.x = const_cast<cs_complex_t *>(reinterpret_cast<const cs_complex_t *>
69  (a.data ()));
70  A.nz = -1;
71  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
72 #if defined (CS_VER) && (CS_VER >= 2)
73  S = CXSPARSE_ZNAME (_sqr) (order, &A, 1);
74 #else
75  S = CXSPARSE_ZNAME (_sqr) (&A, order - 1, 1);
76 #endif
77  N = CXSPARSE_ZNAME (_qr) (&A, S);
78  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
79  if (!N)
80  (*current_liboctave_error_handler)
81  ("SparseComplexQR: sparse matrix QR factorization filled");
82  count = 1;
83 #else
84  (*current_liboctave_error_handler)
85  ("SparseComplexQR: sparse matrix QR factorization not implemented");
86 #endif
87 }
88 
89 SparseComplexQR::SparseComplexQR_rep::~SparseComplexQR_rep (void)
90 {
91 #ifdef HAVE_CXSPARSE
92  CXSPARSE_ZNAME (_sfree) (S);
93  CXSPARSE_ZNAME (_nfree) (N);
94 #endif
95 }
96 
97 SparseComplexMatrix
98 SparseComplexQR::SparseComplexQR_rep::V (void) const
99 {
100 #ifdef HAVE_CXSPARSE
101  // Drop zeros from V and sort
102  // FIXME: Is the double transpose to sort necessary?
103  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
104  CXSPARSE_ZNAME (_dropzeros) (N->L);
105  CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->L, 1);
106  CXSPARSE_ZNAME (_spfree) (N->L);
107  N->L = CXSPARSE_ZNAME (_transpose) (D, 1);
108  CXSPARSE_ZNAME (_spfree) (D);
109  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
110 
111  octave_idx_type nc = N->L->n;
112  octave_idx_type nz = N->L->nzmax;
113  SparseComplexMatrix ret (N->L->m, nc, nz);
114  for (octave_idx_type j = 0; j < nc+1; j++)
115  ret.xcidx (j) = N->L->p[j];
116  for (octave_idx_type j = 0; j < nz; j++)
117  {
118  ret.xridx (j) = N->L->i[j];
119  ret.xdata (j) = reinterpret_cast<Complex *>(N->L->x)[j];
120  }
121  return ret;
122 #else
123  return SparseComplexMatrix ();
124 #endif
125 }
126 
127 ColumnVector
128 SparseComplexQR::SparseComplexQR_rep::Pinv (void) const
129 {
130 #ifdef HAVE_CXSPARSE
131  ColumnVector ret(N->L->m);
132  for (octave_idx_type i = 0; i < N->L->m; i++)
133 #if defined (CS_VER) && (CS_VER >= 2)
134  ret.xelem (i) = S->pinv[i];
135 #else
136  ret.xelem (i) = S->Pinv[i];
137 #endif
138  return ret;
139 #else
140  return ColumnVector ();
141 #endif
142 }
143 
144 ColumnVector
145 SparseComplexQR::SparseComplexQR_rep::P (void) const
146 {
147 #ifdef HAVE_CXSPARSE
148  ColumnVector ret(N->L->m);
149  for (octave_idx_type i = 0; i < N->L->m; i++)
150 #if defined (CS_VER) && (CS_VER >= 2)
151  ret.xelem (S->pinv[i]) = i;
152 #else
153  ret.xelem (S->Pinv[i]) = i;
154 #endif
155  return ret;
156 #else
157  return ColumnVector ();
158 #endif
159 }
160 
161 SparseComplexMatrix
162 SparseComplexQR::SparseComplexQR_rep::R (const bool econ) const
163 {
164 #ifdef HAVE_CXSPARSE
165  // Drop zeros from R and sort
166  // FIXME: Is the double transpose to sort necessary?
167  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
168  CXSPARSE_ZNAME (_dropzeros) (N->U);
169  CXSPARSE_ZNAME () *D = CXSPARSE_ZNAME (_transpose) (N->U, 1);
170  CXSPARSE_ZNAME (_spfree) (N->U);
171  N->U = CXSPARSE_ZNAME (_transpose) (D, 1);
172  CXSPARSE_ZNAME (_spfree) (D);
173  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
174 
175  octave_idx_type nc = N->U->n;
176  octave_idx_type nz = N->U->nzmax;
177  SparseComplexMatrix ret ((econ ? (nc > nrows ? nrows : nc) : nrows), nc, nz);
178  for (octave_idx_type j = 0; j < nc+1; j++)
179  ret.xcidx (j) = N->U->p[j];
180  for (octave_idx_type j = 0; j < nz; j++)
181  {
182  ret.xridx (j) = N->U->i[j];
183  ret.xdata (j) = reinterpret_cast<Complex *>(N->U->x)[j];
184  }
185  return ret;
186 #else
187  return SparseComplexMatrix ();
188 #endif
189 }
190 
191 ComplexMatrix
192 SparseComplexQR::SparseComplexQR_rep::C (const ComplexMatrix &b) const
193 {
194 #ifdef HAVE_CXSPARSE
195  octave_idx_type b_nr = b.rows ();
196  octave_idx_type b_nc = b.cols ();
197  octave_idx_type nc = N->L->n;
198  octave_idx_type nr = nrows;
199  const cs_complex_t *bvec =
200  reinterpret_cast<const cs_complex_t *>(b.fortran_vec ());
201  ComplexMatrix ret(b_nr, b_nc);
202  Complex *vec = ret.fortran_vec ();
203  if (nr < 0 || nc < 0 || nr != b_nr)
204  (*current_liboctave_error_handler) ("matrix dimension mismatch");
205  else if (nr == 0 || nc == 0 || b_nc == 0)
206  ret = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0));
207  else
208  {
209  OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2);
210  for (volatile octave_idx_type j = 0, idx = 0; j < b_nc; j++, idx+=b_nr)
211  {
212  octave_quit ();
213  volatile octave_idx_type nm = (nr < nc ? nr : nc);
214  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
215 #if defined (CS_VER) && (CS_VER >= 2)
216  CXSPARSE_ZNAME (_ipvec)
217  (S->pinv, bvec + idx, reinterpret_cast<cs_complex_t *>(buf), b_nr);
218 #else
219  CXSPARSE_ZNAME (_ipvec)
220  (b_nr, S->Pinv, bvec + idx, reinterpret_cast<cs_complex_t *>(buf));
221 #endif
222  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
223  for (volatile octave_idx_type i = 0; i < nm; i++)
224  {
225  octave_quit ();
226  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
227  CXSPARSE_ZNAME (_happly)
228  (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(buf));
229  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
230  }
231  for (octave_idx_type i = 0; i < b_nr; i++)
232  vec[i+idx] = buf[i];
233  }
234  }
235  return ret;
236 #else
237  return ComplexMatrix ();
238 #endif
239 }
240 
241 ComplexMatrix
242 SparseComplexQR::SparseComplexQR_rep::Q (void) const
243 {
244 #ifdef HAVE_CXSPARSE
245  octave_idx_type nc = N->L->n;
246  octave_idx_type nr = nrows;
247  ComplexMatrix ret(nr, nr);
248  Complex *vec = ret.fortran_vec ();
249  if (nr < 0 || nc < 0)
250  (*current_liboctave_error_handler) ("matrix dimension mismatch");
251  else if (nr == 0 || nc == 0)
252  ret = ComplexMatrix (nc, nr, Complex (0.0, 0.0));
253  else
254  {
255  OCTAVE_C99_COMPLEX (bvec, nr);
256  for (octave_idx_type i = 0; i < nr; i++)
257  bvec[i] = OCTAVE_C99_ZERO;
258  OCTAVE_LOCAL_BUFFER (Complex, buf, S->m2);
259  for (volatile octave_idx_type j = 0, idx = 0; j < nr; j++, idx+=nr)
260  {
261  octave_quit ();
262  bvec[j] = OCTAVE_C99_ONE;
263  volatile octave_idx_type nm = (nr < nc ? nr : nc);
264  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
265 #if defined (CS_VER) && (CS_VER >= 2)
266  CXSPARSE_ZNAME (_ipvec)
267  (S->pinv, bvec, reinterpret_cast<cs_complex_t *>(buf), nr);
268 #else
269  CXSPARSE_ZNAME (_ipvec)
270  (nr, S->Pinv, bvec, reinterpret_cast<cs_complex_t *>(buf));
271 #endif
272  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
273  for (volatile octave_idx_type i = 0; i < nm; i++)
274  {
275  octave_quit ();
276  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
277  CXSPARSE_ZNAME (_happly)
278  (N->L, i, N->B[i], reinterpret_cast<cs_complex_t *>(buf));
279  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
280  }
281  for (octave_idx_type i = 0; i < nr; i++)
282  vec[i+idx] = buf[i];
283  bvec[j] = OCTAVE_C99_ZERO;
284  }
285  }
286  return ret.hermitian ();
287 #else
288  return ComplexMatrix ();
289 #endif
290 }
291 
292 ComplexMatrix
293 qrsolve (const SparseComplexMatrix&a, const Matrix &b, octave_idx_type &info)
294 {
295  info = -1;
296 #ifdef HAVE_CXSPARSE
297  octave_idx_type nr = a.rows ();
298  octave_idx_type nc = a.cols ();
299  octave_idx_type b_nc = b.cols ();
300  octave_idx_type b_nr = b.rows ();
301  ComplexMatrix x;
302 
303  if (nr < 0 || nc < 0 || nr != b_nr)
304  (*current_liboctave_error_handler)
305  ("matrix dimension mismatch in solution of minimum norm problem");
306  else if (nr == 0 || nc == 0 || b_nc == 0)
307  x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0));
308  else if (nr >= nc)
309  {
310  SparseComplexQR q (a, 2);
311  if (! q.ok ())
312  return ComplexMatrix ();
313  x.resize (nc, b_nc);
314  cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ());
315  OCTAVE_C99_COMPLEX (buf, q.S ()->m2);
316  OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr);
317  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
318  {
319  octave_quit ();
320  for (octave_idx_type j = 0; j < b_nr; j++)
321  Xx[j] = b.xelem (j,i);
322  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
323  buf[j] = OCTAVE_C99_ZERO;
324  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
325 #if defined (CS_VER) && (CS_VER >= 2)
326  CXSPARSE_ZNAME (_ipvec)
327  (q.S ()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
328 #else
329  CXSPARSE_ZNAME (_ipvec)
330  (nr, q.S ()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf);
331 #endif
332  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
333  for (volatile octave_idx_type j = 0; j < nc; j++)
334  {
335  octave_quit ();
336  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
337  CXSPARSE_ZNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
338  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
339  }
340  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
341  CXSPARSE_ZNAME (_usolve) (q.N ()->U, buf);
342 #if defined (CS_VER) && (CS_VER >= 2)
343  CXSPARSE_ZNAME (_ipvec) (q.S ()->q, buf, vec + idx, nc);
344 #else
345  CXSPARSE_ZNAME (_ipvec) (nc, q.S ()->Q, buf, vec + idx);
346 #endif
347  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
348  }
349  info = 0;
350  }
351  else
352  {
353  SparseComplexMatrix at = a.hermitian ();
354  SparseComplexQR q (at, 2);
355  if (! q.ok ())
356  return ComplexMatrix ();
357  x.resize (nc, b_nc);
358  cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ());
359  volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2);
360  OCTAVE_C99_COMPLEX (buf, nbuf);
361  OCTAVE_LOCAL_BUFFER (Complex, Xx, b_nr);
362 #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2))
363  OCTAVE_LOCAL_BUFFER (double, B, nr);
364  for (octave_idx_type i = 0; i < nr; i++)
365  B[i] = q.N ()->B[i];
366 #else
367  OCTAVE_LOCAL_BUFFER (Complex, B, nr);
368  for (octave_idx_type i = 0; i < nr; i++)
369  B[i] = conj (reinterpret_cast<Complex *>(q.N ()->B)[i]);
370 #endif
371  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
372  {
373  octave_quit ();
374  for (octave_idx_type j = 0; j < b_nr; j++)
375  Xx[j] = b.xelem (j,i);
376  for (octave_idx_type j = nr; j < nbuf; j++)
377  buf[j] = OCTAVE_C99_ZERO;
378  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
379 #if defined (CS_VER) && (CS_VER >= 2)
380  CXSPARSE_ZNAME (_pvec)
381  (q.S ()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
382 #else
383  CXSPARSE_ZNAME (_pvec)
384  (nr, q.S ()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf);
385 #endif
386  CXSPARSE_ZNAME (_utsolve) (q.N ()->U, buf);
387  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
388  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
389  {
390  octave_quit ();
391  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
392 
393 #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2))
394  CXSPARSE_ZNAME (_happly) (q.N ()->L, j, B[j], buf);
395 #else
396  CXSPARSE_ZNAME (_happly)
397  (q.N ()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf);
398 #endif
399  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
400  }
401  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
402 #if defined (CS_VER) && (CS_VER >= 2)
403  CXSPARSE_ZNAME (_pvec) (q.S ()->pinv, buf, vec + idx, nc);
404 #else
405  CXSPARSE_ZNAME (_pvec) (nc, q.S ()->Pinv, buf, vec + idx);
406 #endif
407  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
408  }
409  info = 0;
410  }
411 
412  return x;
413 #else
414  return ComplexMatrix ();
415 #endif
416 }
417 
418 SparseComplexMatrix
419 qrsolve (const SparseComplexMatrix&a, const SparseMatrix &b,
420  octave_idx_type &info)
421 {
422  info = -1;
423 #ifdef HAVE_CXSPARSE
424  octave_idx_type nr = a.rows ();
425  octave_idx_type nc = a.cols ();
426  octave_idx_type b_nc = b.cols ();
427  octave_idx_type b_nr = b.rows ();
428  SparseComplexMatrix x;
429  volatile octave_idx_type ii, x_nz;
430 
431  if (nr < 0 || nc < 0 || nr != b_nr)
432  (*current_liboctave_error_handler)
433  ("matrix dimension mismatch in solution of minimum norm problem");
434  else if (nr == 0 || nc == 0 || b_nc == 0)
435  x = SparseComplexMatrix (nc, b_nc);
436  else if (nr >= nc)
437  {
438  SparseComplexQR q (a, 2);
439  if (! q.ok ())
440  return SparseComplexMatrix ();
441  x = SparseComplexMatrix (nc, b_nc, b.nnz ());
442  x.xcidx (0) = 0;
443  x_nz = b.nnz ();
444  ii = 0;
445  OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc));
446  OCTAVE_C99_COMPLEX (buf, q.S ()->m2);
447  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
448  {
449  octave_quit ();
450  for (octave_idx_type j = 0; j < b_nr; j++)
451  Xx[j] = b.xelem (j,i);
452  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
453  buf[j] = OCTAVE_C99_ZERO;
454  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
455 #if defined (CS_VER) && (CS_VER >= 2)
456  CXSPARSE_ZNAME (_ipvec)
457  (q.S ()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
458 #else
459  CXSPARSE_ZNAME (_ipvec)
460  (nr, q.S ()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf);
461 #endif
462  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
463  for (volatile octave_idx_type j = 0; j < nc; j++)
464  {
465  octave_quit ();
466  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
467  CXSPARSE_ZNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
468  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
469  }
470  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
471  CXSPARSE_ZNAME (_usolve) (q.N ()->U, buf);
472 #if defined (CS_VER) && (CS_VER >= 2)
473  CXSPARSE_ZNAME (_ipvec)
474  (q.S ()->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc);
475 #else
476  CXSPARSE_ZNAME (_ipvec)
477  (nc, q.S ()->Q, buf, reinterpret_cast<cs_complex_t *>(Xx));
478 #endif
479  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
480 
481  for (octave_idx_type j = 0; j < nc; j++)
482  {
483  Complex tmp = Xx[j];
484  if (tmp != 0.0)
485  {
486  if (ii == x_nz)
487  {
488  // Resize the sparse matrix
489  octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
490  sz = (sz > 10 ? sz : 10) + x_nz;
491  x.change_capacity (sz);
492  x_nz = sz;
493  }
494  x.xdata (ii) = tmp;
495  x.xridx (ii++) = j;
496  }
497  }
498  x.xcidx (i+1) = ii;
499  }
500  info = 0;
501  }
502  else
503  {
504  SparseComplexMatrix at = a.hermitian ();
505  SparseComplexQR q (at, 2);
506  if (! q.ok ())
507  return SparseComplexMatrix ();
508  x = SparseComplexMatrix (nc, b_nc, b.nnz ());
509  x.xcidx (0) = 0;
510  x_nz = b.nnz ();
511  ii = 0;
512  volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2);
513  OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc));
514  OCTAVE_C99_COMPLEX (buf, nbuf);
515 
516 #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2))
517  OCTAVE_LOCAL_BUFFER (double, B, nr);
518  for (octave_idx_type i = 0; i < nr; i++)
519  B[i] = q.N ()->B[i];
520 #else
521  OCTAVE_LOCAL_BUFFER (Complex, B, nr);
522  for (octave_idx_type i = 0; i < nr; i++)
523  B[i] = conj (reinterpret_cast<Complex *>(q.N ()->B)[i]);
524 #endif
525  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
526  {
527  octave_quit ();
528  for (octave_idx_type j = 0; j < b_nr; j++)
529  Xx[j] = b.xelem (j,i);
530  for (octave_idx_type j = nr; j < nbuf; j++)
531  buf[j] = OCTAVE_C99_ZERO;
532  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
533 #if defined (CS_VER) && (CS_VER >= 2)
534  CXSPARSE_ZNAME (_pvec)
535  (q.S ()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
536 #else
537  CXSPARSE_ZNAME (_pvec)
538  (nr, q.S ()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf);
539 #endif
540  CXSPARSE_ZNAME (_utsolve) (q.N ()->U, buf);
541  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
542  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
543  {
544  octave_quit ();
545  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
546 #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2))
547  CXSPARSE_ZNAME (_happly) (q.N ()->L, j, B[j], buf);
548 #else
549  CXSPARSE_ZNAME (_happly)
550  (q.N ()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf);
551 #endif
552  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
553  }
554  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
555 #if defined (CS_VER) && (CS_VER >= 2)
556  CXSPARSE_ZNAME (_pvec)
557  (q.S ()->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc);
558 #else
559  CXSPARSE_ZNAME (_pvec)
560  (nc, q.S ()->Pinv, buf, reinterpret_cast<cs_complex_t *>(Xx));
561 #endif
562  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
563 
564  for (octave_idx_type j = 0; j < nc; j++)
565  {
566  Complex tmp = Xx[j];
567  if (tmp != 0.0)
568  {
569  if (ii == x_nz)
570  {
571  // Resize the sparse matrix
572  octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
573  sz = (sz > 10 ? sz : 10) + x_nz;
574  x.change_capacity (sz);
575  x_nz = sz;
576  }
577  x.xdata (ii) = tmp;
578  x.xridx (ii++) = j;
579  }
580  }
581  x.xcidx (i+1) = ii;
582  }
583  info = 0;
584  }
585 
586  x.maybe_compress ();
587  return x;
588 #else
589  return SparseComplexMatrix ();
590 #endif
591 }
592 
593 ComplexMatrix
594 qrsolve (const SparseComplexMatrix&a, const ComplexMatrix &b,
595  octave_idx_type &info)
596 {
597  info = -1;
598 #ifdef HAVE_CXSPARSE
599  octave_idx_type nr = a.rows ();
600  octave_idx_type nc = a.cols ();
601  octave_idx_type b_nc = b.cols ();
602  octave_idx_type b_nr = b.rows ();
603  const cs_complex_t *bvec =
604  reinterpret_cast<const cs_complex_t *>(b.fortran_vec ());
605  ComplexMatrix x;
606 
607  if (nr < 0 || nc < 0 || nr != b_nr)
608  (*current_liboctave_error_handler)
609  ("matrix dimension mismatch in solution of minimum norm problem");
610  else if (nr == 0 || nc == 0 || b_nc == 0)
611  x = ComplexMatrix (nc, b_nc, Complex (0.0, 0.0));
612  else if (nr >= nc)
613  {
614  SparseComplexQR q (a, 2);
615  if (! q.ok ())
616  return ComplexMatrix ();
617  x.resize (nc, b_nc);
618  cs_complex_t *vec = reinterpret_cast<cs_complex_t *>
619  (x.fortran_vec ());
620  OCTAVE_C99_COMPLEX (buf, q.S ()->m2);
621  for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc;
622  i++, idx+=nc, bidx+=b_nr)
623  {
624  octave_quit ();
625  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
626  buf[j] = OCTAVE_C99_ZERO;
627  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
628 #if defined (CS_VER) && (CS_VER >= 2)
629  CXSPARSE_ZNAME (_ipvec) (q.S ()->pinv, bvec + bidx, buf, nr);
630 #else
631  CXSPARSE_ZNAME (_ipvec) (nr, q.S ()->Pinv, bvec + bidx, buf);
632 #endif
633  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
634  for (volatile octave_idx_type j = 0; j < nc; j++)
635  {
636  octave_quit ();
637  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
638  CXSPARSE_ZNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
639  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
640  }
641  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
642  CXSPARSE_ZNAME (_usolve) (q.N ()->U, buf);
643 #if defined (CS_VER) && (CS_VER >= 2)
644  CXSPARSE_ZNAME (_ipvec) (q.S ()->q, buf, vec + idx, nc);
645 #else
646  CXSPARSE_ZNAME (_ipvec) (nc, q.S ()->Q, buf, vec + idx);
647 #endif
648  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
649  }
650  info = 0;
651  }
652  else
653  {
654  SparseComplexMatrix at = a.hermitian ();
655  SparseComplexQR q (at, 2);
656  if (! q.ok ())
657  return ComplexMatrix ();
658  x.resize (nc, b_nc);
659  cs_complex_t *vec = reinterpret_cast<cs_complex_t *> (x.fortran_vec ());
660  volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2);
661  OCTAVE_C99_COMPLEX (buf, nbuf);
662 #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2))
663  OCTAVE_LOCAL_BUFFER (double, B, nr);
664  for (octave_idx_type i = 0; i < nr; i++)
665  B[i] = q.N ()->B[i];
666 #else
667  OCTAVE_LOCAL_BUFFER (Complex, B, nr);
668  for (octave_idx_type i = 0; i < nr; i++)
669  B[i] = conj (reinterpret_cast<Complex *>(q.N ()->B)[i]);
670 #endif
671  for (volatile octave_idx_type i = 0, idx = 0, bidx = 0; i < b_nc;
672  i++, idx+=nc, bidx+=b_nr)
673  {
674  octave_quit ();
675  for (octave_idx_type j = nr; j < nbuf; j++)
676  buf[j] = OCTAVE_C99_ZERO;
677  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
678 #if defined (CS_VER) && (CS_VER >= 2)
679  CXSPARSE_ZNAME (_pvec) (q.S ()->q, bvec + bidx, buf, nr);
680 #else
681  CXSPARSE_ZNAME (_pvec) (nr, q.S ()->Q, bvec + bidx, buf);
682 #endif
683  CXSPARSE_ZNAME (_utsolve) (q.N ()->U, buf);
684  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
685  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
686  {
687  octave_quit ();
688  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
689 #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2))
690  CXSPARSE_ZNAME (_happly) (q.N ()->L, j, B[j], buf);
691 #else
692  CXSPARSE_ZNAME (_happly)
693  (q.N ()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf);
694 #endif
695  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
696  }
697  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
698 #if defined (CS_VER) && (CS_VER >= 2)
699  CXSPARSE_ZNAME (_pvec) (q.S ()->pinv, buf, vec + idx, nc);
700 #else
701  CXSPARSE_ZNAME (_pvec) (nc, q.S ()->Pinv, buf, vec + idx);
702 #endif
703  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
704  }
705  info = 0;
706  }
707 
708  return x;
709 #else
710  return ComplexMatrix ();
711 #endif
712 }
713 
714 SparseComplexMatrix
715 qrsolve (const SparseComplexMatrix&a, const SparseComplexMatrix &b,
716  octave_idx_type &info)
717 {
718  info = -1;
719 #ifdef HAVE_CXSPARSE
720  octave_idx_type nr = a.rows ();
721  octave_idx_type nc = a.cols ();
722  octave_idx_type b_nc = b.cols ();
723  octave_idx_type b_nr = b.rows ();
724  SparseComplexMatrix x;
725  volatile octave_idx_type ii, x_nz;
726 
727  if (nr < 0 || nc < 0 || nr != b_nr)
728  (*current_liboctave_error_handler)
729  ("matrix dimension mismatch in solution of minimum norm problem");
730  else if (nr == 0 || nc == 0 || b_nc == 0)
731  x = SparseComplexMatrix (nc, b_nc);
732  else if (nr >= nc)
733  {
734  SparseComplexQR q (a, 2);
735  if (! q.ok ())
736  return SparseComplexMatrix ();
737  x = SparseComplexMatrix (nc, b_nc, b.nnz ());
738  x.xcidx (0) = 0;
739  x_nz = b.nnz ();
740  ii = 0;
741  OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc));
742  OCTAVE_C99_COMPLEX (buf, q.S ()->m2);
743  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
744  {
745  octave_quit ();
746  for (octave_idx_type j = 0; j < b_nr; j++)
747  Xx[j] = b.xelem (j,i);
748  for (octave_idx_type j = nr; j < q.S ()->m2; j++)
749  buf[j] = OCTAVE_C99_ZERO;
750  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
751 #if defined (CS_VER) && (CS_VER >= 2)
752  CXSPARSE_ZNAME (_ipvec)
753  (q.S ()->pinv, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
754 #else
755  CXSPARSE_ZNAME (_ipvec)
756  (nr, q.S ()->Pinv, reinterpret_cast<cs_complex_t *>(Xx), buf);
757 #endif
758  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
759  for (volatile octave_idx_type j = 0; j < nc; j++)
760  {
761  octave_quit ();
762  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
763  CXSPARSE_ZNAME (_happly) (q.N ()->L, j, q.N ()->B[j], buf);
764  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
765  }
766  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
767  CXSPARSE_ZNAME (_usolve) (q.N ()->U, buf);
768 #if defined (CS_VER) && (CS_VER >= 2)
769  CXSPARSE_ZNAME (_ipvec)
770  (q.S ()->q, buf, reinterpret_cast<cs_complex_t *>(Xx), nc);
771 #else
772  CXSPARSE_ZNAME (_ipvec)
773  (nc, q.S ()->Q, buf, reinterpret_cast<cs_complex_t *>(Xx));
774 #endif
775  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
776 
777  for (octave_idx_type j = 0; j < nc; j++)
778  {
779  Complex tmp = Xx[j];
780  if (tmp != 0.0)
781  {
782  if (ii == x_nz)
783  {
784  // Resize the sparse matrix
785  octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
786  sz = (sz > 10 ? sz : 10) + x_nz;
787  x.change_capacity (sz);
788  x_nz = sz;
789  }
790  x.xdata (ii) = tmp;
791  x.xridx (ii++) = j;
792  }
793  }
794  x.xcidx (i+1) = ii;
795  }
796  info = 0;
797  }
798  else
799  {
800  SparseComplexMatrix at = a.hermitian ();
801  SparseComplexQR q (at, 2);
802  if (! q.ok ())
803  return SparseComplexMatrix ();
804  x = SparseComplexMatrix (nc, b_nc, b.nnz ());
805  x.xcidx (0) = 0;
806  x_nz = b.nnz ();
807  ii = 0;
808  volatile octave_idx_type nbuf = (nc > q.S ()->m2 ? nc : q.S ()->m2);
809  OCTAVE_LOCAL_BUFFER (Complex, Xx, (b_nr > nc ? b_nr : nc));
810  OCTAVE_C99_COMPLEX (buf, nbuf);
811 #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2))
812  OCTAVE_LOCAL_BUFFER (double, B, nr);
813  for (octave_idx_type i = 0; i < nr; i++)
814  B[i] = q.N ()->B[i];
815 #else
816  OCTAVE_LOCAL_BUFFER (Complex, B, nr);
817  for (octave_idx_type i = 0; i < nr; i++)
818  B[i] = conj (reinterpret_cast<Complex *>(q.N ()->B)[i]);
819 #endif
820  for (volatile octave_idx_type i = 0, idx = 0; i < b_nc; i++, idx+=nc)
821  {
822  octave_quit ();
823  for (octave_idx_type j = 0; j < b_nr; j++)
824  Xx[j] = b.xelem (j,i);
825  for (octave_idx_type j = nr; j < nbuf; j++)
826  buf[j] = OCTAVE_C99_ZERO;
827  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
828 #if defined (CS_VER) && (CS_VER >= 2)
829  CXSPARSE_ZNAME (_pvec)
830  (q.S ()->q, reinterpret_cast<cs_complex_t *>(Xx), buf, nr);
831 #else
832  CXSPARSE_ZNAME (_pvec)
833  (nr, q.S ()->Q, reinterpret_cast<cs_complex_t *>(Xx), buf);
834 #endif
835  CXSPARSE_ZNAME (_utsolve) (q.N ()->U, buf);
836  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
837  for (volatile octave_idx_type j = nr-1; j >= 0; j--)
838  {
839  octave_quit ();
840  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
841 #if defined (CS_VER) && (((CS_VER == 2) && (CS_SUBVER >= 2)) || (CS_VER > 2))
842  CXSPARSE_ZNAME (_happly) (q.N ()->L, j, B[j], buf);
843 #else
844  CXSPARSE_ZNAME (_happly)
845  (q.N ()->L, j, reinterpret_cast<cs_complex_t *>(B)[j], buf);
846 #endif
847  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
848  }
849  BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
850 #if defined (CS_VER) && (CS_VER >= 2)
851  CXSPARSE_ZNAME (_pvec)
852  (q.S ()->pinv, buf, reinterpret_cast<cs_complex_t *>(Xx), nc);
853 #else
854  CXSPARSE_ZNAME (_pvec)
855  (nc, q.S ()->Pinv, buf, reinterpret_cast<cs_complex_t *>(Xx));
856 #endif
857  END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE;
858 
859  for (octave_idx_type j = 0; j < nc; j++)
860  {
861  Complex tmp = Xx[j];
862  if (tmp != 0.0)
863  {
864  if (ii == x_nz)
865  {
866  // Resize the sparse matrix
867  octave_idx_type sz = x_nz * (b_nc - i) / b_nc;
868  sz = (sz > 10 ? sz : 10) + x_nz;
869  x.change_capacity (sz);
870  x_nz = sz;
871  }
872  x.xdata (ii) = tmp;
873  x.xridx (ii++) = j;
874  }
875  }
876  x.xcidx (i+1) = ii;
877  }
878  info = 0;
879  }
880 
881  x.maybe_compress ();
882  return x;
883 #else
884  return SparseComplexMatrix ();
885 #endif
886 }
887 
888 ComplexMatrix
889 qrsolve (const SparseComplexMatrix &a, const MArray<double> &b,
890  octave_idx_type &info)
891 {
892  return qrsolve (a, Matrix (b), info);
893 }
894 
895 ComplexMatrix
896 qrsolve (const SparseComplexMatrix &a, const MArray<Complex> &b,
897  octave_idx_type &info)
898 {
899  return qrsolve (a, ComplexMatrix (b), info);
900 }
SparseComplexQR::SparseComplexQR_rep::V
SparseComplexMatrix V(void) const
Definition: SparseCmplxQR.cc:98
Sparse::xridx
octave_idx_type * xridx(void)
Definition: Sparse.h:524
Sparse::cols
octave_idx_type cols(void) const
Definition: Sparse.h:264
Sparse::rows
octave_idx_type rows(void) const
Definition: Sparse.h:263
Sparse::xelem
T & xelem(octave_idx_type n)
Definition: Sparse.h:300
SparseComplexQR::SparseComplexQR_rep::SparseComplexQR_rep
SparseComplexQR_rep(const SparseComplexMatrix &a, int order)
CXSPARSE_ZNAME
#define CXSPARSE_ZNAME(name)
Definition: SparseCmplxQR.h:37
A
F77_RET_T const octave_idx_type Complex * A
Definition: CmplxGEPBAL.cc:39
OCTAVE_C99_COMPLEX
#define OCTAVE_C99_COMPLEX(buf, n)
Definition: SparseCmplxQR.cc:45
Sparse::xcidx
octave_idx_type * xcidx(void)
Definition: Sparse.h:537
SparseComplexQR::SparseComplexQR_rep::P
ColumnVector P(void) const
Definition: SparseCmplxQR.cc:145
OCTAVE_C99_ZERO
#define OCTAVE_C99_ZERO
Definition: SparseCmplxQR.cc:47
SparseComplexQR::SparseComplexQR_rep::R
SparseComplexMatrix R(const bool econ) const
Definition: SparseCmplxQR.cc:162
Array::rows
octave_idx_type rows(void) const
Definition: Array.h:313
Sparse::nnz
octave_idx_type nnz(void) const
Definition: Sparse.h:248
SparseComplexQR::SparseComplexQR_rep::N
cs_cin * N
Definition: SparseCmplxQR.h:74
OCTAVE_C99_ONE
#define OCTAVE_C99_ONE
Definition: SparseCmplxQR.cc:48
conj
ComplexColumnVector conj(const ComplexColumnVector &a)
Definition: CColVector.cc:244
ComplexMatrix::hermitian
ComplexMatrix hermitian(void) const
Definition: CMatrix.h:149
SparseComplexQR::S
cs_cis * S(void)
Definition: SparseCmplxQR.h:148
Sparse::change_capacity
void change_capacity(octave_idx_type nz)
Definition: Sparse.h:493
Sparse::maybe_compress
Sparse< T > maybe_compress(bool remove_zeros=false)
Definition: Sparse.h:469
SparseComplexQR::SparseComplexQR_rep::C
ComplexMatrix C(const ComplexMatrix &b) const
Definition: SparseCmplxQR.cc:192
SparseComplexMatrix::hermitian
SparseComplexMatrix hermitian(void) const
Definition: CSparse.cc:679
Matrix
Definition: dMatrix.h:35
SparseComplexQR::N
cs_cin * N(void)
Definition: SparseCmplxQR.h:150
Array::xelem
T & xelem(octave_idx_type n)
Definition: Array.h:353
B
F77_RET_T const octave_idx_type Complex const octave_idx_type Complex * B
Definition: CmplxGEPBAL.cc:39
N
F77_RET_T const octave_idx_type & N
Definition: CmplxGEPBAL.cc:39
END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
#define END_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
Definition: quit.h:180
ComplexMatrix::resize
void resize(octave_idx_type nr, octave_idx_type nc, const Complex &rfv=Complex(0))
Definition: CMatrix.h:170
Sparse::xdata
T * xdata(void)
Definition: Sparse.h:511
OCTAVE_LOCAL_BUFFER
#define OCTAVE_LOCAL_BUFFER(T, buf, size)
Definition: oct-locbuf.h:197
SparseComplexQR::SparseComplexQR_rep::Q
ComplexMatrix Q(void) const
Definition: SparseCmplxQR.cc:242
octave_idx_type
SparseComplexQR::qrsolve
friend ComplexMatrix qrsolve(const SparseComplexMatrix &a, const Matrix &b, octave_idx_type &info)
Definition: SparseCmplxQR.cc:293
SparseComplexQR::SparseComplexQR_rep::S
cs_cis * S
Definition: SparseCmplxQR.h:72
BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
#define BEGIN_INTERRUPT_IMMEDIATELY_IN_FOREIGN_CODE
Definition: quit.h:158
Complex
std::complex< double > Complex
Definition: oct-cmplx.h:29
Array::fortran_vec
const T * fortran_vec(void) const
Definition: Array.h:481
SparseComplexQR::SparseComplexQR_rep::Pinv
ColumnVector Pinv(void) const
Definition: SparseCmplxQR.cc:128
Array::cols
octave_idx_type cols(void) const
Definition: Array.h:321
SparseComplexQR::ok
bool ok(void) const
Definition: SparseCmplxQR.h:116
x
F77_RET_T const double * x
Definition: __pchip_deriv__.cc:38
SparseComplexQR::SparseComplexQR_rep::~SparseComplexQR_rep
~SparseComplexQR_rep(void)
Definition: SparseCmplxQR.cc:89
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